A predictor-corrector interior-point algorithm for monotone variational inequality problems |
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| Authors: | Xi-ming Liang Ji-xin Qian |
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| Institution: | 1.National Lab of Industrial Control Technology,Zhejiang University,Hangzhou,China;2.College of Information Science & Engineering,Central South University,Changsha,China |
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| Abstract: | Mehrotra's recent suggestion of a predictor-corrector variant of primal-dual interior-point method for linear programming is currently the interior-point method of choice for linear programming. In this work the authors give a predictor-corrector interior-point algorithm for monotone variational inequality problems. The algorithm was proved to be equivalent to a level-1 perturbed composite Newton method. Computations in the algorithm do not require the initial iteration to be feasible. Numerical results of experiments are presented. |
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| Keywords: | Variational inequality problems(VIP) Predictor-corrector interior-point algorithm Numerical experiments |
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